VIX Futures, Volatility ETPs, and Price Discovery
From Overfitting to Robustness in Quant Trading
Decomposing risk: volatility, premium, and clustering in intraday vs overnight returns
Trading with LLMs: Models, Agents, and Risks
Revisiting Option Strategies and Dollar-Cost Averaging Performance
Exploring machine learning in derivatives and market risk
Intraday and Long-Horizon Momentum in Options
When Herding Moves Beyond Equities
Is Pairs Trading Still Profitable? A Modern Review
Which Volatility Matters for Delta Hedging? Evidence from Index Options
What Resonated Most with Readers This Year
Money Management and the Kelly Criterion
